+3,159.9%
PEP vs FITB
+2,855.6%
+304.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -1.4% | +0.6% | -2.0% | -1.5% |
| 30D | +0.2% | -4.7% | +5.0% | +0.8% |
| 3M | -1.1% | +6.7% | -7.8% | -1.9% |
| 6M | -13.5% | +12.6% | -26.0% | -14.8% |
| YTD | -1.2% | +19.1% | -20.3% | -3.5% |
| 1Y | -1.6% | +22.6% | -24.2% | -4.3% |
| 3Y | -12.5% | +127.1% | -139.6% | -21.8% |
| 5Y | +3.0% | +71.8% | -68.8% | -6.0% |
| 10Y | +73.9% | +287.2% | -213.3% | +38.3% |
| All | +3,159.9% | +2,855.6% | +304.3% | +966.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FITB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling